Abstract
We consider a class of stochastic Boussinesq equations driven by Lévy processes and establish the uniqueness of its invariant measure. The proof is based on the progressive stopping time technique.
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Zheng, Y., Huang, J. Ergodicity of stochastic Boussinesq equations driven by Lévy processes. Sci. China Math. 56, 1195–1212 (2013). https://doi.org/10.1007/s11425-013-4585-1
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DOI: https://doi.org/10.1007/s11425-013-4585-1